This means that we have to do a bit of hackery to get Cabal to build a dll from a library. As long as we build a single DLL from the entire project the dll should behave as expected. Using the Setup.lhs listed below and following the directions listed above (the second link) I was able to use Visual Haskell to build a dll which I could load into Visual Basic for testing.

The following Setup.lhs should do the trick for most projects which consist of a single library which needs to be built as a dll. If you need to specify a dll export file you'll need to modify the function cmd to take this into account. Another possible addition is specifying a static dll. Check the ghc manual above.